Chimney Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.85% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1128 | 12.76 | |
| 0.2596 | 13.73 | |
| 0.7353 | 59.96 | |
| 0.0102 | 0.37 |
Estimation Period:
Dec 14, 2012 to Feb 6, 2026
Dec 14, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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